-29.6%
CLS vs CHD
+30.9%
-60.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +2.6% | -11.7% | -6.3% |
| 7D | -21.1% | +6.9% | -28.1% | -15.2% |
| 30D | -38.2% | +17.1% | -55.3% | -27.3% |
| 3M | -36.3% | +9.1% | -45.4% | -29.2% |
| 6M | -43.8% | +21.4% | -65.2% | -30.7% |
| YTD | -20.0% | +34.9% | -54.9% | +19.8% |
| 1Y | -29.6% | +31.0% | -60.6% | +1.3% |
| All | -29.6% | +30.9% | -60.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling